Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,316.0 |
4,309.0 |
-7.0 |
-0.2% |
4,381.0 |
High |
4,345.0 |
4,347.0 |
2.0 |
0.0% |
4,478.0 |
Low |
4,296.0 |
4,305.0 |
9.0 |
0.2% |
4,376.0 |
Close |
4,301.0 |
4,341.0 |
40.0 |
0.9% |
4,395.0 |
Range |
49.0 |
42.0 |
-7.0 |
-14.3% |
102.0 |
ATR |
58.7 |
57.8 |
-0.9 |
-1.5% |
0.0 |
Volume |
40,865 |
38,378 |
-2,487 |
-6.1% |
166,948 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,457.0 |
4,441.0 |
4,364.1 |
|
R3 |
4,415.0 |
4,399.0 |
4,352.6 |
|
R2 |
4,373.0 |
4,373.0 |
4,348.7 |
|
R1 |
4,357.0 |
4,357.0 |
4,344.9 |
4,365.0 |
PP |
4,331.0 |
4,331.0 |
4,331.0 |
4,335.0 |
S1 |
4,315.0 |
4,315.0 |
4,337.2 |
4,323.0 |
S2 |
4,289.0 |
4,289.0 |
4,333.3 |
|
S3 |
4,247.0 |
4,273.0 |
4,329.5 |
|
S4 |
4,205.0 |
4,231.0 |
4,317.9 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,722.3 |
4,660.7 |
4,451.1 |
|
R3 |
4,620.3 |
4,558.7 |
4,423.1 |
|
R2 |
4,518.3 |
4,518.3 |
4,413.7 |
|
R1 |
4,456.7 |
4,456.7 |
4,404.4 |
4,487.5 |
PP |
4,416.3 |
4,416.3 |
4,416.3 |
4,431.8 |
S1 |
4,354.7 |
4,354.7 |
4,385.7 |
4,385.5 |
S2 |
4,314.3 |
4,314.3 |
4,376.3 |
|
S3 |
4,212.3 |
4,252.7 |
4,367.0 |
|
S4 |
4,110.3 |
4,150.7 |
4,338.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,421.0 |
4,296.0 |
125.0 |
2.9% |
42.6 |
1.0% |
36% |
False |
False |
33,706 |
10 |
4,478.0 |
4,296.0 |
182.0 |
4.2% |
48.9 |
1.1% |
25% |
False |
False |
34,003 |
20 |
4,566.0 |
4,296.0 |
270.0 |
6.2% |
47.5 |
1.1% |
17% |
False |
False |
31,506 |
40 |
4,566.0 |
4,163.0 |
403.0 |
9.3% |
48.1 |
1.1% |
44% |
False |
False |
27,931 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.8% |
48.3 |
1.1% |
38% |
False |
False |
26,910 |
80 |
4,654.0 |
4,163.0 |
491.0 |
11.3% |
47.8 |
1.1% |
36% |
False |
False |
20,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,525.5 |
2.618 |
4,457.0 |
1.618 |
4,415.0 |
1.000 |
4,389.0 |
0.618 |
4,373.0 |
HIGH |
4,347.0 |
0.618 |
4,331.0 |
0.500 |
4,326.0 |
0.382 |
4,321.0 |
LOW |
4,305.0 |
0.618 |
4,279.0 |
1.000 |
4,263.0 |
1.618 |
4,237.0 |
2.618 |
4,195.0 |
4.250 |
4,126.5 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,336.0 |
4,348.0 |
PP |
4,331.0 |
4,345.7 |
S1 |
4,326.0 |
4,343.3 |
|